On International Integration of Emerging Sovereign Bond Markets /
The paper investigates the international integration of EM sovereign dollar-denominated and local-currency bond markets. Factor analysis is used to examine movements in sovereign bond yields and common sources of yield variation. The results suggest that EM dollar-denominated sovereign debt markets...
| Autor Principal: | |
|---|---|
| Outros autores: | , , |
| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| Series: | IMF Working Papers; Working Paper ;
No. 2018/018 |
| Acceso en liña: | Full text available on IMF |